Abstract
Refined descriptive sampling is designed to improve upon the descriptive sampling method for experimentation in simulation. The former reduces significantly the risk of sampling bias generated by descriptive sampling and eliminates its problem related to the sample size. In this paper, we propose an optimal parallel Monte Carlo simulation algorithm using refined descriptive sampling and evaluate in parallel architecture, performance measures of a stable M/M/1 queueing system, a Pert network and the Newsboy problem.
Keywords
MSC
62D05, 90B05, 90B22, 90B30
Cite this article
@article{cai-1843,
author = {Abdelouhab Aloui and Megdouda Ourbih-Tari},
title = {The Use of Refined Descriptive Sampling and Applications in Parallel Monte Carlo Simulation},
journal = {Computing and Informatics},
volume = {30},
number = {4},
pages = {681--700},
year = {2011},
issn = {1335-9150},
url = {https://cai.type.sk/content/2011/4/the-use-of-refined-descriptive-sampling-and-applications-in-parallel-monte-carlo-simulation/}
}
TY - JOUR AU - Abdelouhab Aloui AU - Megdouda Ourbih-Tari TI - The Use of Refined Descriptive Sampling and Applications in Parallel Monte Carlo Simulation JO - Computing and Informatics VL - 30 IS - 4 SP - 681 EP - 700 PY - 2011 SN - 1335-9150 UR - https://cai.type.sk/content/2011/4/the-use-of-refined-descriptive-sampling-and-applications-in-parallel-monte-carlo-simulation/ KW - Monte Carlo KW - sampling KW - parallel simulation KW - queuing system KW - Pert network KW - Inventory ER -
Aloui, A., & Ourbih-Tari, M. (2011). The Use of Refined Descriptive Sampling and Applications in Parallel Monte Carlo Simulation. Computing and Informatics, 30(4), 681–700. https://cai.type.sk/content/2011/4/the-use-of-refined-descriptive-sampling-and-applications-in-parallel-monte-carlo-simulation/